Modified Parareal Algorithm for Solving Time-Dependent Differential Equations

Modified Parareal Algorithm for Solving Time-Dependent Differential Equations
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求解时态微分方程的改进拟实数算法

DOI:
10.11159/eee21.110
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发表时间:
2021
期刊:
Proceedings of the 7th World Congress on Electrical Engineering and Computer Systems and Sciences (EECSS’21
影响因子:
--
通讯作者:
Muknahallipatna, S.
Muknahallipatna, S.
中科院分区:
--
文献类型:
--
作者:
Lakshmiranganatha, S.;Muknahallipatna, S.

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采用并行算法计算复杂动力系统的偏微分方程和常微分方程的解,实现近实时解。在各种科学应用中,广泛应用的并行算法之一是求解时变微分方程的平行算法。平行面算法在使用加速器实现接近实时的解决方案方面显示出有希望的加速。然而,人们已经观察到,拟面算法的顺序预测校正步骤会影响计算性能。分析了拟面算法,并对拟面算法的预测校正步骤进行了改进,以充分利用数据的并行性,减少计算时间。将改进后的算法用于求解两个相互依赖的ode系统。对改进算法的数值精度和性能分析表明,改进算法与原算法具有相同的精度。给出了改进算法在Intel Xeon Phi CPU和图形处理器(OpenMP、OpenACC和CUDA编程模型)两种加速计算架构上的性能分析。改进后的算法与原始的Parareal算法相比,性能提高了1.2 x-2x。
Parallel algorithms are implemented to compute the solutions of partial differential equations and ordinary differential equations of complex dynamical systems to achieve near real-time solutions. One of the parallel algorithms widely implemented is the Parareal algorithm to solve time-dependent differential equations for various scientific applications. Parareal algorithm has shown promising speedups in achieving near real-time solutions using accelerators. However, it has been observed that the sequential predictorcorrector step of the Parareal algorithm impacts the computational performance. This paper analyses the Parareal algorithm and proposes modification to the predictor-corrector step of the Parareal algorithm to exploit data parallelism more and reduce the computation time. The modified algorithm is implemented to solve two systems of interdependent ODEs. The numerical accuracy and performance analysis of the modified algorithm is shown to be same as the original Parareal. The performance analysis of the modified algorithm on two accelerator computing architectures: Intel Xeon Phi CPU and Graphical processing units with OpenMP, OpenACC, and CUDA programming models are presented. The modified algorithm demonstrates performance improvement ranging from 1.2 x-2x with respect to the original Parareal algorithm.
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